+55.8%
DOCS vs FROG
+176.4%
-120.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.3% | -1.6% |
| 7D | -1.3% | -24.5% | +23.2% | +4.0% |
| 30D | +19.4% | -24.3% | +43.6% | +25.5% |
| 3M | +53.4% | -11.7% | +65.1% | +56.1% |
| 6M | +28.8% | +37.1% | -8.4% | +20.9% |
| YTD | -25.1% | +19.5% | -44.5% | -29.1% |
| 1Y | -48.1% | +61.8% | -109.9% | -54.4% |
| All | +55.8% | +176.4% | -120.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling